SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 201.23 202.54 1.31 0.7% 195.73
High 201.60 202.59 0.99 0.5% 201.82
Low 200.06 201.45 1.39 0.7% 195.03
Close 201.07 202.34 1.27 0.6% 201.66
Range 1.54 1.14 -0.40 -26.0% 6.79
ATR 2.51 2.44 -0.07 -2.8% 0.00
Volume 93,342,703 91,708,500 -1,634,203 -1.8% 592,479,312
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 205.55 205.08 202.97
R3 204.41 203.94 202.65
R2 203.27 203.27 202.55
R1 202.80 202.80 202.44 202.47
PP 202.13 202.13 202.13 201.96
S1 201.66 201.66 202.24 201.33
S2 200.99 200.99 202.13
S3 199.85 200.52 202.03
S4 198.71 199.38 201.71
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 219.87 217.56 205.39
R3 213.08 210.77 203.53
R2 206.29 206.29 202.90
R1 203.98 203.98 202.28 205.14
PP 199.50 199.50 199.50 200.08
S1 197.19 197.19 201.04 198.35
S2 192.71 192.71 200.42
S3 185.92 190.40 199.79
S4 179.13 183.61 197.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 202.59 197.40 5.19 2.6% 1.48 0.7% 95% True False 107,803,539
10 202.59 194.26 8.33 4.1% 1.68 0.8% 97% True False 114,413,589
20 202.59 181.92 20.67 10.2% 2.53 1.3% 99% True False 166,302,354
40 202.59 181.92 20.67 10.2% 2.27 1.1% 99% True False 144,778,572
60 202.59 181.92 20.67 10.2% 1.91 0.9% 99% True False 120,488,018
80 202.59 181.92 20.67 10.2% 1.84 0.9% 99% True False 116,002,235
100 202.59 181.92 20.67 10.2% 1.69 0.8% 99% True False 109,046,980
120 202.59 181.92 20.67 10.2% 1.58 0.8% 99% True False 103,277,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 207.44
2.618 205.57
1.618 204.43
1.000 203.73
0.618 203.29
HIGH 202.59
0.618 202.15
0.500 202.02
0.382 201.89
LOW 201.45
0.618 200.75
1.000 200.31
1.618 199.61
2.618 198.47
4.250 196.61
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 202.23 202.00
PP 202.13 201.66
S1 202.02 201.33

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These figures are updated between 7pm and 10pm EST after a trading day.

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